-48.8%
SE vs DD
+49.3%
-98.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.8% | +6.2% | +5.0% |
| 7D | +6.7% | +8.7% | -2.0% | +3.7% |
| 30D | -17.2% | +15.3% | -32.5% | -21.1% |
| 3M | -28.0% | +5.9% | -34.0% | -29.1% |
| 6M | -6.1% | +11.6% | -17.7% | -10.4% |
| YTD | -37.1% | +26.5% | -63.7% | -43.1% |
| 1Y | -48.8% | +35.4% | -84.2% | -54.6% |
| All | -48.8% | +49.3% | -98.1% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling